Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51693.69 Kr¶

Max Equity ever reached: ------------> 51708.88 Kr¶

Portfolio value: --------------------------> 48487.27 Kr¶

PnL: ---------------------------------------> -592.9 Kr¶

DD now: ---------------------------------> -0.029 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:12:25.736030'

Anic Portfolio¶

Today¶

Return: 8.766 %¶

This Week¶

Return: 8.766 %¶

Total¶

Return: 69.232 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 0.050000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 0.830000 3543.800000 89.800000 2.600000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.070000 3422.400000 45.400000 1.340000 3377.000000
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
Resurs Holding 22 -0.470000 607.200000 33.200000 5.780000 573.999998
Swedbank A 3 0.480000 592.200000 28.200000 5.000000 564.000000
Samhällsbyggnadsbo. i Norden B 20 -6.170000 383.200000 28.200000 7.940000 355.000000
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Fasadgruppen Group 38 3.800000 4157.200000 17.400000 0.420000 4139.799990
Intrum 4 -0.840000 543.400000 16.400000 3.110000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.650000 578.280000 8.280000 1.450000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.890000 249.600000 3.600000 1.460000 246.000000
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Corem Property Group B 59 -5.770000 578.200000 1.200000 0.210000 576.999999
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 0.330000 569.520000 -13.480000 -2.310000 582.999984
Boozt 12 -2.160000 1634.400000 -19.600000 -1.190000 1653.999996
CTEK 13 -0.640000 506.350000 -27.650000 -5.180000 533.999999
Essity B 2 1.830000 544.200000 -29.800000 -5.190000 574.000000
Sampo Oyj SDB 7 1.020000 3818.500000 -31.500000 -0.820000 3850.000000
International Petroleum Corp. 5 -2.530000 559.500000 -35.070000 -5.900000 594.565215
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 27 4.110000 3007.800000 -75.000000 -2.430000 3082.800006
OX2 22 0.930000 1783.100000 -205.100000 -10.320000 1988.199994
Axfood 15 1.800000 4072.500000 -226.300000 -5.260000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48487.270000 -592.900000 -0.02938% 49080.164634

Updated:¶

'2023-01-30 15:12:38.455802'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶